+243.1%
SCHD vs FIX
+5,928.8%
-5,685.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | -2.6% | +3.5% | -6.2% | -3.3% |
| 30D | -0.3% | -3.5% | +3.2% | +0.1% |
| 3M | +6.1% | -11.8% | +17.9% | +7.2% |
| 6M | +11.7% | +17.8% | -6.1% | +5.8% |
| YTD | +26.3% | +73.3% | -47.0% | +9.8% |
| 1Y | +28.8% | +128.1% | -99.4% | +4.2% |
| 3Y | +55.0% | +772.7% | -717.6% | -17.4% |
| 5Y | +60.0% | +2,166.5% | -2,106.4% | -37.5% |
| 10Y | +243.1% | +6,034.5% | -5,791.3% | +5.1% |
| All | +243.1% | +5,928.8% | -5,685.7% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling